Search: Close-out netting

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RBA Glossary definition for Close-out netting

Close-out netting – An arrangement to settle all contracted but not yet due liabilities to, and claims on, an institution by a single payment, immediately upon the occurrence of one of a list of defined events such as the appointment of a liquidator to that institution.

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A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001

1 Dec 2009 RDP PDF 201KB
9409 Gizycki MC and B Gray, ‘Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting’.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-10.pdf

The Australian Financial System in the 1990s

24 Nov 2006 Conferences PDF 101KB
RBA Conference Volume 2000
https://www.rba.gov.au/publications/confs/2000/pdf/gizycki-lowe.pdf

International Trade and the Australian Labour Market

12 Feb 2007 Conferences PDF 134KB
RBA Conference Volume 1994
https://www.rba.gov.au/publications/confs/1994/pdf/fahrer-pease.pdf

Table 1 in The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008

14 Jul 2008 Conferences
Dealer/investor standards for netting, reconciliation and valuation of trades. Responsiveness of authorities/international bodies to be strengthened.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson-table-1.html

Policy Panel | Conference – 2013

19 Aug 2013 Conferences
For example, one might think that if the regulators were concerned about excess demand for collateral, they would put a much higher priority on CCPs and netting, which reduces the demand ... characteristics. First, it allows for twice-daily margin calls.
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.html

Research Discussion Papers

31 Dec 2001 RDP 2001-10
Susan Hornby and Ivan Roberts
9409. Gizycki MC and B Gray, ‘Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting’. ... The materials on this webpage are subject to copyright and their use is subject to the terms and conditions set out in the Copyright and
https://www.rba.gov.au/publications/rdp/2001/2001-10/research-discussion-papers.html

External Debt and Liabilities of Industrial Countries

30 Nov 2009 RDP PDF 561KB
This netting processapplies to direct investment debt assets and liabilities as well as to direct investment equityassets and claims. ... The net measures do not suffer from theeffect of international banking as the assets and liabilities of banks net out
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9405.pdf

Asian Business Cycle Synchronisation

6 Dec 2010 Research Workshop PDF 271KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/he.pdf

Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float

2 Dec 2009 RDP PDF 584KB
and therefore does not cancel out the effect on the exchange rate of the original intervention. ... 5.1 Realised Trading Profits. Realised trading profits are those that accrue from trades that act to close out part of an existing open position.6
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-06.pdf

The Exchange Rate and the Current Account | Conference – 1993

12 Jul 1993 Conferences
Michele Bullock, Stephen Grenville and Geoffrey Heenan
Wilkinson's preferred equation succeeded in tracking, out of sample, the large rise in imports in 1988/89 and the subsequent fall. ... 4.1.2 Disaggregation. Consumption goods might be expected to have a higher price elasticity than, say, investment goods,
https://www.rba.gov.au/publications/confs/1993/bullock-grenville-heenan.html